Consistency and asymptotic normality of least squares estimators in generalized STAR models

SA Borovkova, Hendrik Paul Lopuhaä, B Nurani

Research output: Contribution to journalArticleScientific

25 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)482-508
Number of pages27
JournalStatistica Neerlandica
Volume62
Issue number4
Publication statusPublished - 2008

Keywords

  • CWTS JFIS < 0.75

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